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Publications for Abbate, D - Zurich Open Repository and Archive

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Number of items: 1.

2009

Gourier, Elise; Abbate, Donato; Farkas, Walter (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. The Journal of Operational Risk, 4(3):1-24.

This list was generated on Sun Jul 23 06:24:04 2017 CEST.